Man, if ever there was an Essential volume that didn't deserve the name this is the one. The Essential Marvel Horror is in fact a collection of stories featuring Daimon Hellstrom, the Son of Satan and his sister Satana, the Devil's Daughter. These comics originally came out in the mid 70's while Marvel was going through their tame horror fad (out of which was only produced one good comic, Tomb of Dracula), and this was their attempt to cash in on the popularity of the Exorcist. These stories were also written with the comics code in mind, so no actual horror could occur in them.
Thus we have the Son of Satan, a demon turned exorcist who battles Satanists and possessed teens in St. Louis with the aid of his Netheranium trident (I can't make this up) and his demon-horse drawn Chariot. Even Steve Gerber writing a few of these stories couldn't save it.
Satana on the other hand was almost a decent comic, featuring an entirely amoral protagonist. However, due to various problems her story went through 4 writers, 6 artists, and 4 different comics over the course of a mere 8 stories. Needless to say things didn't work out and the character was unceremoniously killed off in a random issue of Marvel Team-Up.
Really not one of Marvel's higher points.